Rexon, despite being the center of the Federation, was lacking in tourism since it was originally built as the strongest fortress.
Unlike Shiroin which kept the ancient cultural aspect as its selling point, or Althrea which became the mecca of commerce and entertainment industry, Rexon was rather bland in that commodity. It was made to look sturdy as well as elegant, housing wealthy conglomerates and politicians.
But it wasn't like the Capital would be devoid of any entertainment. In this day and age, everything could be created and built artificially as long as there was enough money. Of course, everything was proportionately expensive, but the people who lived in Rexon had no shortage of money to spend.